Rolling
polars_ts.features.rolling
Rolling window feature generation for time series data.
rolling_features(df, windows, aggs=None, target_col='y', id_col='unique_id', time_col='ds', center=False, min_samples=None)
Create rolling window features for a target column per group.
Parameters
df
Input DataFrame with time series data.
windows
List of window sizes.
aggs
Aggregation functions to apply. Defaults to
["mean", "std", "min", "max"]. Supported: mean, std, min, max,
sum, median, var.
target_col
Column to compute rolling features on.
id_col
Column identifying each time series.
time_col
Column with timestamps for ordering.
center
Whether the rolling window is centred.
min_samples
Minimum number of non-null values required. Defaults to the window
size when None.
Returns
pl.DataFrame Original DataFrame with rolling feature columns appended.